Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-14 0.252997 0.273792 0.296247 0.322427 0.352282 0.385471 0.425441
2025-12-21 0.222610 0.248889 0.278745 0.315561 0.360285 0.413594 0.483103
2025-12-28 0.207359 0.237832 0.273885 0.320441 0.380141 0.455865 0.562240
2026-01-04 0.197301 0.231176 0.272650 0.328407 0.403468 0.504381 0.656884
2026-01-11 0.184795 0.219998 0.264228 0.325565 0.411393 0.532419 0.727135
2026-01-18 0.177068 0.213989 0.261536 0.329491 0.428306 0.574633 0.826333
2026-01-25 0.165221 0.201655 0.249349 0.318916 0.422783 0.581998 0.869603
2026-02-01 0.154614 0.190245 0.237521 0.307659 0.414752 0.583886 0.903002
2026-02-08 0.148053 0.183837 0.232044 0.304963 0.419230 0.606175 0.978103
2026-02-15 0.145347 0.182453 0.233369 0.312231 0.439868 0.658294 1.124473
2026-02-22 0.140508 0.177806 0.229688 0.311495 0.447219 0.687849 1.231773
2026-03-01 0.135690 0.172921 0.225333 0.309297 0.451738 0.712613 1.335383
2026-03-08 0.130638 0.167583 0.220181 0.305720 0.453982 0.734309 1.441643
2026-03-15 0.125419 0.161769 0.214007 0.300040 0.451903 0.747068 1.529643
2026-03-22 0.123274 0.160301 0.214265 0.304853 0.469290 0.803005 1.762151
2026-03-29 0.121921 0.159905 0.216093 0.312368 0.492542 0.876355 2.090109
2026-04-05 0.118306 0.155976 0.212209 0.309791 0.495944 0.905056 2.285100
2026-04-12 0.116330 0.154414 0.211945 0.313456 0.512123 0.967706 2.653212
2026-04-19 0.111559 0.148434 0.204370 0.303656 0.499753 0.956471 2.706379
2026-04-26 0.106905 0.142495 0.196650 0.293202 0.485223 0.937750 2.719275
2026-05-03 0.104174 0.139416 0.193425 0.290697 0.487250 0.963350 2.963467
2026-05-10 0.103489 0.139449 0.195229 0.297454 0.509802 1.049890 3.613916
2026-05-17 0.101366 0.137165 0.193114 0.296771 0.515897 1.091173 4.063286